Re: st: Unknown number in constraints

So you mean use -nl to treat all those a system of nonlinear
equations, don't you?

I forgot to tell you that what I am donig is seemingly unrelated
regression (-sureg-). Does it affect the -nl- method?

For example, there are total 4 functions (1 cost functions together
with 3 cost share equations), 5 normal constraints and 2 constrains
with the unknown numbers. Then I can get all the parameters and
unknown numbers by solving the 11 equations system like following:

I have to regress the translog cost function with
parametric restrictions. One of the restrictions is
a11= -d11^2+a1-a1^2
a12= -d11d21-a2a1
.................
a33= -d31^2-d32^2-d33^2+a3-a3^2
a11 to a33 are all parameters appeared in the cost function
and other constraints, but d11 to d33 are all unknown
numbers. So how to define the constrain above in stata?

I see to difficulties here (all solvable, but not easily): First, the

constraints are non-linear (they include a square term). Second,
they contain numbers that apperently need to be estimated (the d-s).
Both problems rule out using the -constraint- command, which would
be the easy way of including constraints. What might be possible is
to rewrite this model as a nonlinear least squares problem, in which
case you can use -nl- to estimate this model. If that is not
possible then you can define your own likelihood function which has
these constraints hard coded in. The way to do that in Stata is to
use the -ml- command. If you choose to go that way then you will
probably need access to this book